+112.0%
ROST vs FDS
-20.4%
+132.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.6% |
| 7D | +0.2% | -5.4% | +5.6% | +1.5% |
| 30D | -10.0% | +1.6% | -11.6% | -10.5% |
| 3M | +1.2% | +17.7% | -16.5% | -3.3% |
| 6M | +8.9% | +29.1% | -20.1% | +0.4% |
| YTD | +28.1% | +1.0% | +27.1% | +27.5% |
| 1Y | +53.0% | -21.6% | +74.6% | +67.0% |
| 3Y | +97.9% | -30.1% | +128.0% | +120.9% |
| 5Y | +112.0% | -20.7% | +132.7% | +142.7% |
| All | +112.0% | -20.4% | +132.4% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling